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Martingale Methods in Financial Modelling фото книги

Martingale Methods in Financial Modelling

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820.85 BYN
738.77 BYN
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Доставка в Минск: 27 Февраля (Пт) - 02 Марта (Пн)
Доставка в регионы: 05 Марта (Чт) - 09 Марта (Пн)
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Артикул
1999095
Издательство
Springer
Серия
Stochastic Modelling and Applied Probability
Тип обложки
твердый переплет
Автор
Штрих код
9783540209669
Год
Страниц
636
Вес
1054 гр.
Импортер
ООО «Абрис-Бел». 220112, РБ, г. Минск, ул. Cырокомли 7-167
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